40 lines
1.0 KiB
Go
40 lines
1.0 KiB
Go
package indicatorv2
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import (
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"encoding/json"
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"testing"
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"github.com/stretchr/testify/assert"
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)
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/*
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python:
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import pandas as pd
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s = pd.Series([0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9])
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cci = pd.Series((s - s.rolling(16).mean()) / (0.015 * s.rolling(16).std(ddof=0)), name="CCI")
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print(cci)
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*/
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func Test_CCI(t *testing.T) {
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var randomPrices = []byte(`[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9]`)
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var input []float64
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var delta = 4.3e-2
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if err := json.Unmarshal(randomPrices, &input); err != nil {
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panic(err)
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}
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t.Run("random_case", func(t *testing.T) {
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price := Price(nil, nil)
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cci := CCI(price, 16)
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for _, value := range input {
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price.PushAndEmit(value)
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}
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t.Logf("cci: %+v", cci.Slice)
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last := cci.Last(0)
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assert.InDelta(t, 93.250481, last, delta)
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assert.InDelta(t, 81.813449, cci.Index(1), delta)
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assert.Equal(t, 50, cci.Length(), "length")
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})
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}
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